Child object doesn't move with parent bone
I'm not sure if the same applies to the game engine, but when animating the bones don't move the body unless they share the same name as the (vertex group) they are meant to move.

this link shows how to make vertex groups
http://www.youtube.com/watch?v=w1EZZIsiIUA

I assume you already have bones, go into edit mode and make sure each one has a name which matches its appropriate vertex group.

sorry if this doesn't help.